-0.9%
ONON vs ILMN
-50.9%
+50.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.7% | -4.9% | -6.6% |
| 7D | -4.9% | -9.8% | +4.8% | -1.7% |
| 30D | -1.1% | -22.7% | +21.6% | +6.3% |
| 3M | -10.5% | +12.1% | -22.6% | -17.4% |
| 6M | -1.5% | +51.5% | -53.0% | -20.3% |
| YTD | -25.3% | +63.9% | -89.2% | -42.3% |
| 1Y | -0.7% | +76.6% | -77.3% | -25.8% |
| 3Y | +29.0% | +124.6% | -95.6% | -21.6% |
| 5Y | -6.7% | -42.7% | +36.0% | +18.1% |
| All | -0.9% | -50.9% | +50.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling